-6.7%
JD vs SPG
+33.1%
-39.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.3% |
| 7D | +5.2% | +5.6% | -0.4% | +4.7% |
| 30D | +4.5% | +17.6% | -13.1% | +3.2% |
| 3M | -15.4% | +7.5% | -22.9% | -16.0% |
| 6M | -6.0% | +18.5% | -24.6% | -8.5% |
| YTD | +2.2% | +30.9% | -28.8% | -3.5% |
| 1Y | -6.7% | +34.1% | -40.8% | -12.4% |
| All | -6.7% | +33.1% | -39.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling